+1,276.7%
WLDN vs VT
+346.0%
+930.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.8% | -6.7% |
| 7D | -10.0% | -2.3% | -7.7% | -8.1% |
| 30D | -9.8% | -5.0% | -4.9% | -5.6% |
| 3M | -10.1% | -4.9% | -5.3% | -5.9% |
| 6M | -12.5% | -1.5% | -11.0% | -11.2% |
| YTD | -36.1% | +8.5% | -44.6% | -40.2% |
| 1Y | -22.3% | +11.4% | -33.7% | -28.8% |
| 3Y | +248.9% | +70.1% | +178.8% | +122.9% |
| 5Y | +77.5% | +53.7% | +23.8% | +24.9% |
| 10Y | +289.5% | +220.0% | +69.6% | +62.8% |
| All | +1,276.7% | +346.0% | +930.7% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling